Journal of Financial Economics Vol. 7 No. 4 1979
A note on an analytical valuation formula for unprotected American call options on stocks with known dividends
Abstract
This note provides simple analytic formulas for the value of an American call option on a stock with known dividends.
- DOI
- 10.1016/0304-405x(79)90004-7
- Volume
- 7
- Issue
- 4
- Pages
- 375-380
- Language
- en
- Sources
- bibtex:phds-export.bib openalex crossref